Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120767.8495 | 59454.347 | 61313.5026 | 145187.8875 | 86937.1351 | 58250.7524 |
Total P&L (%) | 120.7679 | 59.4543 | 61.3135 | 145.1879 | 86.9371 | 58.2508 |
Avg Daily Profit (%) | 0.4637 | 0.2283 | 0.2354 | 0.345 | 0.2405 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54441 | -55291 | -34682 | -49243 | -52085 | -29668 |
Profit Factor | 1.3887 | 1.3819 | 1.3955 | 1.4433 | 1.5413 | 1.3491 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 38.764 | 40.4494 | 37.0787 | 38.764 | 40.4494 | 37.0787 |
Ratio Avg Win / Avg Loss | 2.1938 | 2.0345 | 2.3681 | 2.2801 | 2.2691 | 2.2894 |
Largest Winning Trade | 33861 | 33861 | 19816 | 32938 | 32938 | 24731 |
Largest Losing Trade | -15928 | -7813 | -15928 | -17528 | -7301 | -17528 |
Avg Bars in Trades | 138 | 141 | 136 | 138 | 141 | 136 |
Avg Bars in Winners | 222 | 221 | 223 | 222 | 221 | 223 |
Avg Bars in Losers | 85 | 86 | 84 | 85 | 86 | 84 |
Bars Traded | 24681 | 12553 | 12128 | 24681 | 12553 | 12128 |
Profit Streak | 8.3886 | 12.8469 | 8.3886 | 8.3886 | 12.8469 | 8.3886 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300017 | 177681 | 110111 | 275495 | 241798 | 74389 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735774200000, "first_datapoint_time": 1735958700000, "last_datapoint_time": 1758273300000, "evaluation_time": 1758273575717, "expiration_time": 1764753300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 120767.8495437983, 59454.3469802417, 61313.5025635567, 145187.8874672443, 86937.1350806671, 58250.7523865771 ], [ 120.76785, 59.454347, 61.313503, 145.187887, 86.937135, 58.250752 ], [ 0.463743, 0.228302, 0.235441, 0.344981, 0.240517, 0.176413 ], [ 10, 10, 10, 10, 10, 10 ], [ -54441, -55291, -34682, -49243, -52085, -29668 ], [ 1.38871, 1.381947, 1.395501, 1.443344, 1.541258, 1.349094 ], [ 178, 89, 89, 178, 89, 89 ], [ 69, 36, 33, 69, 36, 33 ], [ 109, 53, 56, 109, 53, 56 ], [ 38.764045, 40.449438, 37.078652, 38.764045, 40.449438, 37.078652 ], [ 2.193759, 2.034533, 2.368123, 2.280065, 2.269074, 2.289371 ], [ 33861, 33861, 19816, 32938, 32938, 24731 ], [ -15928, -7813, -15928, -17528, -7301, -17528 ], [ 138, 141, 136, 138, 141, 136 ], [ 222, 221, 223, 222, 221, 223 ], [ 85, 86, 84, 85, 86, 84 ], [ 24681, 12553, 12128, 24681, 12553, 12128 ], [ 8.388608, 12.846941, 8.388608, 8.388608, 12.846941, 8.388608 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300017, 177681, 110111, 275495, 241798, 74389 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735774200000, "first_datapoint_time": 1735958700000, "last_datapoint_time": 1758273300000, "evaluation_time": 1758273575717, "expiration_time": 1764753300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|